Minimizing ruin probability under the Sparre Anderson model (Q5079885)
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scientific article; zbMATH DE number 7533625
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing ruin probability under the Sparre Anderson model |
scientific article; zbMATH DE number 7533625 |
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Minimizing ruin probability under the Sparre Anderson model (English)
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30 May 2022
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the Sparre Andersen model
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minimizing ruin probability
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optimal reinsurance policy
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viscosity solution
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